//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Wohlfahrtsanalyse"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theoretisches Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Wohlfahrtsanalyse
Zeitreihenanalyse
Theorie
553
Theory
553
Time series analysis
183
Schätztheorie
89
Stochastic process
89
Stochastischer Prozess
89
Einheitswurzeltest
63
Unit root test
63
Volatility
62
Volatilität
62
ARCH model
50
ARCH-Modell
50
Regression analysis
49
Regressionsanalyse
49
Estimation
43
Schätzung
43
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Cointegration
39
Ökonometrie
39
Econometrics
38
Kointegration
38
Statistical test
36
Statistischer Test
36
Modellierung
34
Scientific modelling
34
Autocorrelation
33
Autokorrelation
33
Forecasting model
31
Prognoseverfahren
31
Panel
29
Panel study
29
Statistical theory
25
Statistische Methodenlehre
25
Method of moments
23
Momentenmethode
23
Maximum likelihood estimation
21
Maximum-Likelihood-Schätzung
21
more ...
less ...
Online availability
All
Free
85
Undetermined
15
Type of publication
All
Book / Working Paper
136
Article
114
Type of publication (narrower categories)
All
Article in journal
110
Aufsatz in Zeitschrift
110
Arbeitspapier
107
Working Paper
107
Graue Literatur
106
Non-commercial literature
106
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
4
Festschrift
4
Sammelwerk
4
Konferenzschrift
3
Conference proceedings
2
Aufsatzsammlung
1
Bibliografie
1
Interview
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
249
French
1
Author
All
McAleer, Michael
Phillips, Peter C. B.
Franses, Philip Hans
157
Härdle, Wolfgang
126
Koopman, Siem Jan
118
Pesaran, M. Hashem
111
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
91
Lütkepohl, Helmut
85
Koop, Gary
76
Swanson, Norman R.
70
Gouriéroux, Christian
68
Granger, C. W. J.
68
Mukherjee, Arijit
66
Teräsvirta, Timo
66
Lucas, André
60
Robinson, Peter M.
60
Sibbertsen, Philipp
59
Harvey, Andrew C.
58
Maravall Herrero, Agustín
58
Creedy, John
55
Kunst, Robert M.
55
Engle, Robert F.
54
Ghysels, Eric
54
Marcellino, Massimiliano
53
Dijk, Herman K. van
52
Hassler, Uwe
52
Hyndman, Rob J.
52
Bauwens, Luc
51
Perron, Pierre
51
Andrews, Donald W. K.
48
Stock, James H.
48
Feng, Yuanhua
47
Hallin, Marc
47
Hendry, David F.
47
Newey, Whitney K.
47
Saikkonen, Pentti
47
Diebold, Francis X.
46
Haldrup, Niels
45
Proietti, Tommaso
44
more ...
less ...
Institution
All
Shakai-Keizai-Kenkyūsho <Osaka>
5
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
University of Canterbury / Dept. of Economics and Finance
1
University of Western Australia / Department of Economics
1
Published in...
All
Cowles Foundation discussion paper
55
Journal of econometrics
24
Econometric theory
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Cowles Foundation Discussion Paper
12
Working paper
11
Econometric Institute research papers
9
Econometric reviews
9
Discussion paper / Tinbergen Institute
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Working papers in quantitative economics and econometrics
6
Discussion paper / Institute of Social and Economic Research
5
Journal of economic surveys
4
Oxford bulletin of economics and statistics
4
The review of economic studies
4
Journal of applied econometrics
3
Working papers in economics and econometrics
3
Applied economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Discussion papers / Department of Economics, University of California San Diego
2
Discussion papers / Institute of Social and Economic Research
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of empirical finance
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
The review of economics and statistics
2
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Energy economics
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of econometrics ; Vol. 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
250
Showing
1
-
10
of
250
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
2
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
3
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
4
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
7
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
8
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
9
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
10
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->